Acf
computes (and by default plots) an estimate of the autocorrelation function of a univariate time series. Function Pacf
computes (and by default plots) an estimate of the partial autocorrelation function of a univariate time series. These improve the acf
and pacf
functions when applied to univariate time series.
The main differences are that Acf
does not plot a spike at lag 0 (which is redundant)
and the horizontal axes show lags in time units rather than seasonal units.Acf(x, lag.max=NULL, type=c("correlation", "partial"),
plot=TRUE, main=NULL, ylim=NULL, na.action=na.contiguous, ...)
Pacf(x, main=NULL, ...)
correlation
" (the default) or "partial
".na.contiguous
. Useful alternatives are na.pass
and na.
acf
.acf
function in the stats package.acf
function in the stats package.acf
, pacf
, tsdisplay